activity
20072018
most citedVariable transformation to obtain geometric ergodicity in the random-walk Metropolis algorithm

43 citations · 102 across the 7 of their papers we have counts for

collaborators

8 papers

math.ST2018★ 1 cited

Computationally efficient likelihood inference in exponential families when the maximum likelihood estimator does not exist

Daniel J. Eck, Charles J. Geyer

In a regular full exponential family, the maximum likelihood estimator (MLE) need not exist in the traditional sense. However, the MLE may exist in the completion of the exponentia…

stat.ME2017

Automatic Response Category Combination in Multinomial Logistic Regression

Bradley S. Price, Charles J. Geyer, Adam J. Rothman

We propose a penalized likelihood method that simultaneously fits the multinomial logistic regression model and combines subsets of the response categories. The penalty is non diff…

stat.AP2017

Combining Envelope Methodology and Aster Models for Variance Reduction in Life History Analyses

Daniel J. Eck, Charles J. Geyer, R. Dennis Cook

Precise estimation of expected Darwinian fitness, the expected lifetime number of offspring of organism, is a central component of life history analysis. The aster model serves as…

stat.AP2013★ 31 cited

Local adaptation and genetic effects on fitness: Calculations for exponential family models with random effects

Charles J. Geyer, Caroline E. Ridley, Robert G. Latta +2

Random effects are implemented for aster models using two approximations taken from Breslow and Clayton [J. Amer. Statist. Assoc. 88 (1993) 9-25]. Random effects are analytically i…

stat.ML2013

Ridge Fusion in Statistical Learning

Bradley S. Price, Charles J. Geyer, Adam J. Rothman

We propose a penalized likelihood method to jointly estimate multiple precision matrices for use in quadratic discriminant analysis and model based clustering. A ridge penalty and…

math.ST2013★ 43 cited

Variable transformation to obtain geometric ergodicity in the random-walk Metropolis algorithm

Leif T. Johnson, Charles J. Geyer

A random-walk Metropolis sampler is geometrically ergodic if its equilibrium density is super-exponentially light and satisfies a curvature condition [Stochastic Process. Appl. 85…